Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47940.28 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46545.33 Kr¶

PnL: ---------------------------------------> -343.24 Kr¶

DD now: ---------------------------------> -1.418 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 11:09:17.753267'

Anic Portfolio¶

Today¶

Return: 0.057 %¶

This Week¶

Return: 0.057 %¶

Total¶

Return: 56.944 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.470000 3255.200000 284.200000 9.570000 2971.000006
HEBA B 70 3.050000 2838.500000 202.500000 7.680000 2636.000010
Corem Property Group B 59 1.920000 625.400000 48.400000 8.390000 576.999999
AcadeMedia 12 1.840000 604.200000 47.200000 8.470000 557.000004
Boozt 12 0.640000 1696.800000 42.800000 2.590000 1653.999996
MedCap 2 3.370000 460.000000 39.000000 9.260000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.890000 391.600000 36.600000 10.310000 355.000000
OEM International B 7 2.050000 557.200000 29.200000 5.530000 527.999997
SAAB B 8 -1.090000 3402.400000 25.400000 0.750000 3377.000000
Resurs Holding 22 -0.370000 598.840000 24.840000 4.330000 573.999998
HMS Networks 2 1.290000 693.600000 20.600000 3.060000 673.000000
Intrum 4 1.980000 546.600000 19.600000 3.720000 527.000000
Coor Service Management Hold. 8 2.540000 548.800000 16.800000 3.160000 532.000000
Norva24 Group 16 -0.290000 558.400000 15.400000 2.840000 543.000000
Eastnine 4 -0.790000 504.800000 13.800000 2.810000 491.000000
CTEK 13 1.960000 540.410000 6.410000 1.200000 533.999999
FM Mattsson Mora Group B 50 -1.510000 2930.000000 3.000000 0.100000 2927.000000
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
Swedbank A 3 -0.500000 564.450000 0.450000 0.080000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.190000 246.240000 0.240000 0.100000 246.000000
Securitas B 6 1.060000 570.000000 0.000000 0.000000 570.000000
Fastighetsbolag. Emilshus Pref 21 -1.300000 559.650000 -2.350000 -0.420000 562.000005
Handelsbanken A 5 -0.180000 543.000000 -3.000000 -0.550000 546.000000
Midsona B 63 3.490000 579.600000 -3.400000 -0.580000 582.999984
Essity B 2 -1.250000 570.200000 -3.800000 -0.660000 574.000000
Essity A 4 -0.520000 1144.000000 -5.000000 -0.440000 1149.000000
Sampo Oyj SDB 7 -0.180000 3836.000000 -14.000000 -0.360000 3850.000000
Nordea Bank Abp 29 -0.320000 3437.660000 -16.340000 -0.470000 3453.999992
International Petroleum Corp. 5 2.650000 562.500000 -32.070000 -5.390000 594.565215
Vivesto 1368 -2.160000 544.460000 -68.540000 -11.180000 612.999432
Axfood 13 0.110000 3664.700000 -91.300000 -2.430000 3756.000001
OX2 18 0.560000 1457.100000 -206.900000 -12.430000 1663.999992
Fasadgruppen Group 35 0.300000 3496.500000 -314.500000 -8.250000 3810.999990
Ovzon 52 0.900000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46551.610000 -336.960000 -1.40516% 46888.564618

Updated:¶

'2023-01-23 11:08:18.540200'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶